Simulated annealing algorithm for optimal capital growth
type: Item
instance of: scholarly article
title: Simulated annealing algorithm for optimal capital growth
zbMATH Open document ID: 1402.91377
author: Yong Luo
author: Bo Zhu
author: Yong Tang
published in: Physica A
publication date: 2018-09-20T00:00:00Z
full work available at URL: tan saa.pdf
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6940044
zbMATH Keywords: capital growth
zbMATH Keywords: asset allocation
zbMATH Keywords: portfolio optimization
zbMATH Keywords: simulate annealing
MaRDI profile type: Publication
OpenAlex ID: W1969010349
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DOI: 10.1016/J.PHYSA.2014.04.020
description: scientific article; zbMATH DE number 6940044